I play the Seleucids (hardest/hardest)as my second campaign.
They have a very good economy and you need it i, because you will be pushed from both Parthia, Egypt, Armenia and Pontus. I found that focusing on winning a total victory against Egypt while taking the islands, the closest greek provinces and the rebel provinces near by was a good idea. Then you can defend agianst Parthia and Armenia until your roads are good enough to counter attack by moving into the mountains. Also make peace with Greece after pushing them off your main land. The Egyptian navy is weak, but they have lots of cavalry and thay are aggressive. I recommend getting some Creatan archers as soon as possible. they are very effective against most units.
The troops are many and good in this factions. Spears, cavalry and archers in a very nice combination and chariots and elephants later on. A few units of elephants and chariots can crush any Roman army :-)
After my victory against Egypt, Pontus, Armenia and Parthia, in that order, I advanced on three fronts. One army to win the north-east, one to move through Africa and one crossing to win Greece from the Brutii and defeat the Thrace. In Africa the main problem is the distance to your capital and slow movement of your armies.I recommend moving the capital to on of the islands in your position to calm things down. You will have plenty money all the time in this campaign, so there is no need to save money on building. Just keep building roads before anything else. Also using your fleet for troop transportworks great in Africa, but the Romans will try to stop this by attacking your fleet, so land your troops before it gets critical. After taking Carthage you will be attacked from the sea by the blue Romans for a while and will have to fight the Numidians at the same time. This might take a few years,beacuase they actually seem to go for your cities.
The Brutii are very strong in Greece and keep moving in troops. I have plauge in all greek cities and loos lots of troops each round, but I guess it will improve as soon as I have made all the hygenic buildings. As soon as the Brutii are weak enough I will move along the coast to Italy and go for Rome to finish the campaign. At the same time my forces moving from north east will join the forces moving up through Thrace and they will join to defeat the Scythians and attack the Darcians.